A Higher Order Approximation to a Percentage Point of the Distribution of a Noncentral t-Statistic Without the Normality Assumption

DOI10.1080/03610918.2012.695841zbMath1302.62035MaRDI QIDQ5299948

Shinichi Kawai, Nao Ohyauchi, Masafumi Akahira

Publication date: 24 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.695841

zbMATH Keywords

percentile; normal random variable; confidence limit; noncentral \(t\)-distribution; noncentral \(t\)-statistic; chi-statistic

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E17: Approximations to statistical distributions (nonasymptotic)

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